Gregory H Bauer
Gregory H Bauer
Simon Business School, University of Rochester
Verified email at simon.rochester.edu
Title
Cited by
Cited by
Year
Global private information in international equity markets
R Albuquerque, GH Bauer, M Schneider
Journal of Financial Economics 94 (1), 18-46, 2009
1542009
Forecasting multivariate realized stock market volatility
GH Bauer, K Vorkink
Journal of Econometrics 160 (1), 93-101, 2011
1382011
International equity flows and returns: a quantitative equilibrium approach
R Albuquerque, GH Bauer, M Schneider
The Review of Economic Studies 74 (1), 1-30, 2007
1112007
Monetary policy, private debt and financial stability risks
GH Bauer, E Granziera
Private Debt and Financial Stability Risks (November 11, 2016), 2016
442016
An international dynamic term structure model with economic restrictions and unspanned risks
G Bauer, A Diez de los Rios
Bank of Canada, 2012
422012
Multivariate realized stock market volatility
GH Bauer, K Vorkink
Available at SSRN 938151, 2006
282006
What does the convenience yield curve tell us about the crude oil market?
R Alquist, GH Bauer, A Diez de los Rios
Bank of Canada Working Paper, 2014
242014
Characterizing asymmetric information in international equity markets
RA Albuquerque, GH Bauer, M Schneider
Simon School of Business Working Paper No. FR, 02-07, 2003
232003
International house price cycles, monetary policy and risk premiums
GH Bauer
Bank of Canada Working Paper, 2014
202014
The monetary origins of asymmetric information in international equity markets
GH Bauer, C Vega
Journal of International Money and Finance 27 (7), 1029-1055, 2008
192008
The foreign exchange risk premium over the long run
G Bauer
Unpublished manuscript, University of Rochester, 2001
172001
A Taxonomy of Market Efficiency
G Bauer
Bank of Canada Financial System Review, 37-40, 2004
142004
International house price cycles, monetary policy and credit
GH Bauer
Journal of International Money and Finance 74, 88-114, 2017
122017
The global financial cycle, monetary policies, and macroprudential regulations in small, open economies
G Bauer, G Pasricha, R Sekkel, Y Terajima
Canadian Public Policy 44 (2), 81-99, 2018
92018
Typologie de l’efficience des marchés
G Bauer
Revue du système financier, 39-42, 2004
92004
Global risk premiums and the transmission of monetary policy
G Bauer, AD de los Rios
Bank of Canada Review 2012 (Summer), 12-20, 2012
82012
mGlobal Private Information in International Equity Markets, nworking paper
R Albuquerque, GH Bauer, M Schneider
New York University, 2006
62006
Multivariate realized volatility
GH Bauer, K Vorkink
Working Paper, Bank of Canada, 2006
52006
Macroeconomic drivers of crude oil futures risk premia
R Alquist, GH Bauer, AD de los Rios
Manuscript, Bank of Canada, 2013
32013
Conditional Currency Hedging and Asset Market Shocks
GH Bauer
University of Rochester, mimeo, 2001
32001
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Articles 1–20